+1,908.9%
ADM vs KGC
+357.0%
+1,551.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.4% |
| 7D | +3.8% | -1.3% | +5.0% | +3.8% |
| 30D | +9.8% | +20.3% | -10.5% | +8.7% |
| 3M | +2.1% | +8.1% | -6.0% | +1.5% |
| 6M | +27.5% | -8.8% | +36.3% | +27.5% |
| YTD | +50.2% | +10.1% | +40.1% | +48.6% |
| 1Y | +40.6% | +44.2% | -3.6% | +37.0% |
| 3Y | +17.2% | +533.0% | -515.8% | +5.4% |
| 5Y | +61.9% | +443.0% | -381.1% | +45.5% |
| 10Y | +159.3% | +678.6% | -519.3% | +123.7% |
| All | +1,908.9% | +357.0% | +1,551.9% | +1,610.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling